-76.8%
PATH vs MTSI
+153.3%
-230.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -18.4% | +14.6% | +3.2% |
| 7D | -5.6% | -24.6% | +19.0% | +4.1% |
| 30D | -0.7% | -45.7% | +45.0% | +23.0% |
| 3M | -5.9% | -27.7% | +21.9% | -0.3% |
| 6M | +21.6% | -37.3% | +58.9% | +28.2% |
| YTD | -20.6% | +11.1% | -31.8% | -44.6% |
| 1Y | -10.6% | +27.2% | -37.8% | -43.8% |
| 3Y | -24.9% | +153.7% | -178.5% | -76.0% |
| 5Y | -76.8% | +159.0% | -235.8% | -93.3% |
| All | -76.8% | +153.3% | -230.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling